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Knowledge library

Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.

Quant Q&A
20,364 documents
SuperMind
12,226 documents
OKX Learn
8,431 documents
Strategy library
7,910 documents
MQL5 code base
7,090 documents
BigQuant
3,481 documents
Bitget Academy
3,298 documents
MQL5 articles
3,012 documents
TradingView scripts
1,976 documents
ProRealCode
1,507 documents
Deribit Insights
1,232 documents
Machine Learning for Trading
1,124 documents
arXiv papers
1,033 documents
Amberdata research
766 documents
FMZ forum
682 documents
FMZ digest
662 documents
vn.py community
560 documents
QuantInsti blog
511 documents
Galaxy Research
340 documents
QuantStart
246 documents
Stratmill research code
219 documents
Robot Wealth
195 documents
NautilusTrader
191 documents
Hummingbot docs
181 documents
Paradigm research
175 documents
Lumibot
164 documents
Kraken Learn
163 documents
Quant course library
157 documents
OctoBot
152 documents
Cryptohopper blog
144 documents
Systematic trading blog (Rob Carver)
132 documents
Qlib
116 documents
TqSdk
86 documents
Quantpedia
86 documents
Hyperliquid docs
79 documents
Freqtrade
68 documents
Hudson & Thames
62 documents
Awesome Systematic Trading
61 documents
backtrader
54 documents
vn.py
50 documents
Quantopian lectures
45 documents
Binance API docs
45 documents
FMZ guides
38 documents
pysystemtrade
34 documents
Freqtrade docs
32 documents
quant-trading
31 documents
FinRL
28 documents
Zipline
22 documents
FMZ live strategies
21 documents
Jesse
17 documents
pyfolio
16 documents
Alphalens
14 documents
WonderTrader
14 documents
backtesting.py
11 documents
Technical Analysis
9 documents
QTPyLib
8 documents
QuantRocket
7 documents
Lumibot strategies
7 documents
Awesome Quant
1 documents

Search the library

8,851 documents

SuperMind

This screen combines three filters for Chinese equities: at least five moving averages clustered together, market capitalization below the stated ceiling, and positive earnings with the 30-day moving average rising. The article treats clustered averages as a…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

This note describes the Arnaud Legoux Moving Average, a moving average built from a curve based on the normal, or Gaussian, distribution. Its offset parameter shifts the curve across a range from zero to one, which the document says lets users adjust the…

Technical indicatorsTrend following
BigQuant

This dated market note reports RSRS timing-model views for several Chinese equity benchmarks on April 8, 2020. The model remained bullish on the Shanghai Composite, CSI 500, and ChiNext, while taking a more cautious view of the SSE 50 and CSI 300. No…

EquitiesChina marketsTrend followingTechnical indicators
MQL5 code base

The Bago system is described as a trend-following approach built around a fast EMA crossing a slower EMA, with RSI providing a directional confirmation. Specifically, the raw signal combines a 5-period and 12-period EMA cross with a 21-period RSI crossing…

ForexTrend followingMomentumTechnical indicators
MQL5 code base

The Easy Trend Visualizer is a chart indicator built around the Average Directional Movement Index (ADX). It marks the apparent start and end of trends, distinguishes periods with no trend signal, and uses visual cues to communicate those states. The…

Technical indicatorsTrend following
MQL5 code base

The document introduces an MT4 script that marks swing highs and swing lows on a chart. The stated purpose is to help a trader judge whether the market is trending or moving sideways, a distinction the author says should inform a trading plan. The described…

Technical indicatorsTrend followingMean reversion
MQL5 code base

This short description outlines an Expert Advisor that classifies market direction from the most recently completed three bars. The trader sets a time for the analysis; the system examines the three bars preceding that time and identifies an upward or…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

WATR_Candles displays the WATR indicator as a sequence of candlesticks. The coloring distinguishes candles aligned with the indicator’s trend, shown brightly, from those moving against it, shown in darker tones. This presents trend direction in a…

Technical indicatorsTrend following
SuperMind

This stock-selection screen targets main-board shares using three technical conditions: RSI below 65, a daily gain above 1%, and the 20-day moving average above the 120-day average. The article frames the conditions as combining a moderate RSI reading,…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

The Trend Analyzer Tool is described as a technical indicator that combines MACD and Parabolic SAR calculations to generate signals in trending markets. It also uses overbought and oversold levels to help identify possible trend reversals or pullbacks. The…

Technical indicatorsTrend followingMomentum
MQL5 code base

This indicator estimates directional bias by comparing fast and slow moving averages on three timeframes. Each timeframe contributes a bullish, bearish, or neutral reading, which are summed into a score from -3 to +3. The example defaults to H4, daily, and…

Trend followingTechnical indicatorsRisk management
SuperMind

The document outlines a stock selection screen using three conditions: rank stocks among the top 100 by volume ratio, require the 5-, 10-, and 20-day moving averages to be in bullish order, and keep ten-day returns above zero but below 35 percent. The post…

EquitiesTechnical indicatorsMomentumTrend following
MQL5 code base

LSMA_Angle is a trend indicator displayed as a histogram. It uses an angle threshold input to distinguish weak trends, which appear gray, from stronger readings. The document gives a threshold setting as an example but does not explain how the angle is…

Technical indicatorsTrend following
MQL5 code base

This document describes an Expert Advisor that bases trades on the Parabolic SAR indicator. It includes a time filter and support for ECN brokers. One setting, CloseOnOpposite, determines whether positions opened under a previous signal are closed when an…

ForexTechnical indicatorsTrend following
BigQuant

This strategy combines model-based stock ranking with technical timing. It starts from a manually defined CSI 150-related universe, then ranks candidates using an AI prediction score and volume, turnover, and large-order money-flow factors. Timing filters…

EquitiesMachine learningTrend followingMomentum
SuperMind

This brief post introduces Dual Thrust as a trend-following trading system, describing it as a simple and broadly applicable approach. It places the strategy within a risk-control modeling course and frames it as an example for learning how a trading system…

Trend followingRisk managementBreakout
SuperMind

This document presents a simple Chinese equity screen that combines a low share price, daily amplitude above 1, and a rising trend defined by the 20-day moving average being above the 120-day moving average. The long and short moving averages are intended to…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

The document outlines a trading system that generates a signal at the close of a bar when a moving average is outside an Ichimoku cloud. It identifies the indicator as 3XMA_Ishimoku and describes an example historical test on NZD/USD using four-hour bars…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

The document introduces an adaptive variation of the Keltner Channel. A conventional channel is described as a simple moving average with bands placed at an average true range distance above and below it. In the variant discussed, Kaufman’s Adaptive Moving…

Technical indicatorsVolatilityTrend following
MQL5 code base

This description explains a MetaTrader 5 dashboard that classifies seven chart timeframes, from one minute through daily, as bullish, bearish, or neutral using an adjustable EMA-based model. It aggregates the individual classifications into a trend score and…

Technical indicatorsTrend followingMulti-asset
SuperMind

The document briefly identifies a Chinese equity strategy that buys when price is above the 10-day moving average and sells when it falls below the 20-day moving average. It says the approach was backtested over six months, but provides no rules for position…

EquitiesChina marketsTrend followingTechnical indicators
MQL5 code base

TrendMeLeaveMe is described as a semi-automated MetaTrader advisor that uses a manually drawn trend line to guide pending stop orders. The user draws an upward, downward, or horizontal line and names it for the intended buy-stop or sell-stop setup.…

ExecutionTrend followingRisk management
MQL5 code base

This document describes a MetaTrader indicator that smooths a recursively calculated band-pass series to produce a trend component. Its inputs are the calculation period, a delta factor used to derive gamma, and the price series. The recurrence uses current…

Technical indicatorsTrend followingStatistics
ProRealCode

The indicator places three volatility-scaled bands above and below a smoothed moving average. Band distances use ATR multiplied by Fibonacci-related factors, with the center average providing trend context. The article describes the zones between the middle…

Technical indicatorsVolatilityTrend followingRisk management